Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 301 SUB-COHORT 12X4226 1226301 09/30/2030 01992 6.890000400 95,006,410.0000 545,495.17 10/31/2012 12X4226 1226301 09/30/2031 01992 6.890000400 50,000,000.0000 287,083.35 10/31/2012 12X4226 1226301 09/30/2034 01992 6.890000400 50,000.0000 287.08 10/31/2012 12X4226 1226301 09/30/2039 01992 6.890000400 5,402,000.0000 31,016.49 10/31/2012 12X4226 1226301 09/30/2040 01992 6.890000400 6,857,000.0000 39,370.61 10/31/2012 12X4226 1226301 09/30/2041 01992 6.890000400 2,268,000.0000 13,022.10 10/31/2012 12X4226 1226301 09/30/2042 01992 6.890000400 33,745,000.0000 193,752.55 10/31/2012 12X4226 1226301 09/30/2046 01992 6.890000400 745,000.0000 4,277.54 10/31/2012 12X4226 1226301 09/30/2047 01992 6.890000400 3,213,000.0000 18,447.98 10/31/2012 12X4226 1226301 09/30/2030 01993 6.959998800 15,977,330.0000 92,668.50 10/31/2012 12X4226 1226301 09/30/2031 01993 6.959998800 50,000,000.0000 289,999.95 10/31/2012 12X4226 1226301 09/30/2032 01993 6.959998800 37,000,000.0000 214,599.96 10/31/2012 12X4226 1226301 09/30/2033 01993 6.959998800 8,000,000.0000 46,399.99 10/31/2012 12X4226 1226301 09/30/2034 01993 6.959998800 15,000,000.0000 86,999.99 10/31/2012 12X4226 1226301 09/30/2036 01993 6.959998800 18,000,000.0000 104,399.98 10/31/2012 12X4226 1226301 09/30/2039 01993 6.959998800 13,150,000.0000 76,269.99 10/31/2012 12X4226 1226301 09/30/2040 01993 6.959998800 8,952,000.0000 51,921.59 10/31/2012 12X4226 1226301 09/30/2041 01993 6.959998800 6,679,000.0000 38,738.19 10/31/2012 12X4226 1226301 09/30/2042 01993 6.959998800 37,590,000.0000 218,021.96 10/31/2012 12X4226 1226301 09/30/2043 01993 6.959998800 6,100,000.0000 35,379.99 10/31/2012 12X4226 1226301 09/30/2044 01993 6.959998800 77,000.0000 446.60 10/31/2012 12X4226 1226301 09/30/2046 01993 6.959998800 2,485,000.0000 14,413.00 10/31/2012 12X4226 1226301 09/30/2047 01993 6.959998800 4,445,000.0000 25,781.00 10/31/2012 12X4226 1226301 09/30/2031 01994 6.710000400 24,627,526.0000 137,708.92 10/31/2012 12X4226 1226301 09/30/2032 01994 6.710000400 150,000,000.0000 838,750.05 10/31/2012 12X4226 1226301 09/30/2033 01994 6.710000400 30,000,000.0000 167,750.01 10/31/2012 12X4226 1226301 09/30/2036 01994 6.710000400 5,000,000.0000 27,958.34 10/31/2012 12X4226 1226301 09/30/2038 01994 6.710000400 13,000,000.0000 72,691.67 10/31/2012 12X4226 1226301 09/30/2039 01994 6.710000400 9,250,000.0000 51,722.92 10/31/2012 12X4226 1226301 09/30/2040 01994 6.710000400 12,875,000.0000 71,992.71 10/31/2012 12X4226 1226301 09/30/2041 01994 6.710000400 4,965,000.0000 27,762.63 10/31/2012 12X4226 1226301 09/30/2042 01994 6.710000400 42,549,000.0000 237,919.84 10/31/2012 12X4226 1226301 09/30/2043 01994 6.710000400 7,700,000.0000 43,055.84 10/31/2012 12X4226 1226301 09/30/2044 01994 6.710000400 85,000.0000 475.29 10/31/2012 12X4226 1226301 09/30/2046 01994 6.710000400 22,000.0000 123.02 10/31/2012 12X4226 1226301 09/30/2047 01994 6.710000400 4,154,000.0000 23,227.78 10/31/2012 12X4226 1226301 09/30/2032 01995 6.559999200 85,221,519.0000 465,877.58 10/31/2012 12X4226 1226301 09/30/2033 01995 6.559999200 135,000,000.0000 737,999.91 10/31/2012 12X4226 1226301 09/30/2036 01995 6.559999200 22,000,000.0000 120,266.65 10/31/2012 12X4226 1226301 09/30/2038 01995 6.559999200 5,000,000.0000 27,333.33 10/31/2012 12X4226 1226301 09/30/2039 01995 6.559999200 12,200,000.0000 66,693.33 10/31/2012 12X4226 1226301 09/30/2040 01995 6.559999200 7,743,000.0000 42,328.39 10/31/2012 12X4226 1226301 09/30/2041 01995 6.559999200 7,309,000.0000 39,955.86 10/31/2012 12X4226 1226301 09/30/2042 01995 6.559999200 45,778,000.0000 250,253.04 10/31/2012 12X4226 1226301 09/30/2043 01995 6.559999200 3,700,000.0000 20,226.66 10/31/2012 12X4226 1226301 09/30/2044 01995 6.559999200 112,000.0000 612.27 10/31/2012 12X4226 1226301 09/30/2045 01995 6.559999200 8,000,000.0000 43,733.33 10/31/2012 12X4226 1226301 09/30/2046 01995 6.559999200 1,507,000.0000 8,238.27 10/31/2012 12X4226 1226301 09/30/2047 01995 6.559999200 4,794,000.0000 26,207.20 10/31/2012 12X4226 1226301 09/30/2033 01996 6.260000400 152,531,771.0000 795,707.46 10/31/2012 12X4226 1226301 09/30/2034 01996 6.260000400 29,000,000.0000 151,283.34 10/31/2012 12X4226 1226301 09/30/2036 01996 6.260000400 23,000,000.0000 119,983.34 10/31/2012 12X4226 1226301 09/30/2038 01996 6.260000400 1,000,000.0000 5,216.67 10/31/2012 12X4226 1226301 09/30/2039 01996 6.260000400 7,600,000.0000 39,646.67 10/31/2012 12X4226 1226301 09/30/2040 01996 6.260000400 44,441,000.0000 231,833.90 10/31/2012 12X4226 1226301 09/30/2041 01996 6.260000400 5,189,000.0000 27,069.29 10/31/2012 12X4226 1226301 09/30/2042 01996 6.260000400 30,500,000.0000 159,108.34 10/31/2012 12X4226 1226301 09/30/2043 01996 6.260000400 3,652,000.0000 19,051.27 10/31/2012 12X4226 1226301 09/30/2044 01996 6.260000400 28,000.0000 146.07 10/31/2012 12X4226 1226301 09/30/2045 01996 6.260000400 7,718,000.0000 40,262.24 10/31/2012 12X4226 1226301 09/30/2046 01996 6.260000400 1,188,000.0000 6,197.40 10/31/2012 12X4226 1226301 09/30/2047 01996 6.260000400 2,586,000.0000 13,490.30 10/31/2012 12X4226 1226301 09/30/2034 01997 6.030000000 146,131,479.0000 734,310.68 10/31/2012 12X4226 1226301 09/30/2036 01997 6.030000000 68,000,000.0000 341,700.00 10/31/2012 12X4226 1226301 09/30/2038 01997 6.030000000 12,000,000.0000 60,300.00 10/31/2012 12X4226 1226301 09/30/2039 01997 6.030000000 14,200,000.0000 71,355.00 10/31/2012 12X4226 1226301 09/30/2040 01997 6.030000000 136,035,000.0000 683,575.88 10/31/2012 12X4226 1226301 09/30/2041 01997 6.030000000 4,913,000.0000 24,687.83 10/31/2012 12X4226 1226301 09/30/2042 01997 6.030000000 47,484,000.0000 238,607.10 10/31/2012 12X4226 1226301 09/30/2043 01997 6.030000000 5,100,000.0000 25,627.50 10/31/2012 12X4226 1226301 09/30/2044 01997 6.030000000 2,087,000.0000 10,487.18 10/31/2012 12X4226 1226301 09/30/2045 01997 6.030000000 129,000.0000 648.23 10/31/2012 12X4226 1226301 09/30/2047 01997 6.030000000 4,558,000.0000 22,903.95 10/31/2012 12X4226 1226301 09/30/2036 01998 5.889999600 125,886,000.0000 617,890.41 10/31/2012 12X4226 1226301 09/30/2037 01998 5.889999600 18,750,000.0000 92,031.24 10/31/2012 12X4226 1226301 09/30/2038 01998 5.889999600 28,000,000.0000 137,433.32 10/31/2012 12X4226 1226301 09/30/2039 01998 5.889999600 25,500,000.0000 125,162.49 10/31/2012 12X4226 1226301 09/30/2040 01998 5.889999600 191,980,970.0000 942,306.53 10/31/2012 12X4226 1226301 09/30/2041 01998 5.889999600 10,475,000.0000 51,414.79 10/31/2012 12X4226 1226301 09/30/2042 01998 5.889999600 42,229,000.0000 207,273.99 10/31/2012 12X4226 1226301 09/30/2043 01998 5.889999600 19,113,000.0000 93,812.97 10/31/2012 12X4226 1226301 09/30/2044 01998 5.889999600 3,659,000.0000 17,959.59 10/31/2012 12X4226 1226301 09/30/2045 01998 5.889999600 29,000.0000 142.34 10/31/2012 12X4226 1226301 09/30/2046 01998 5.889999600 1,358,000.0000 6,665.52 10/31/2012 12X4226 1226301 09/30/2047 01998 5.889999600 2,927,000.0000 14,366.69 10/31/2012 12X4226 1226301 09/30/2022 01999 5.659999200 26,476,000.0000 124,878.45 10/31/2012 12X4226 1226301 09/30/2036 01999 5.659999200 187,000,000.0000 882,016.54 10/31/2012 12X4226 1226301 09/30/2037 01999 5.659999200 31,250,000.0000 147,395.81 10/31/2012 12X4226 1226301 09/30/2038 01999 5.659999200 58,000,000.0000 273,566.63 10/31/2012 12X4226 1226301 09/30/2039 01999 5.659999200 44,200,000.0000 208,476.64 10/31/2012 12X4226 1226301 09/30/2040 01999 5.659999200 33,627,194.0000 158,608.24 10/31/2012 12X4226 1226301 09/30/2041 01999 5.659999200 9,980,000.0000 47,072.33 10/31/2012 12X4226 1226301 09/30/2042 01999 5.659999200 48,054,000.0000 226,654.67 10/31/2012 12X4226 1226301 09/30/2043 01999 5.659999200 7,741,000.0000 36,511.71 10/31/2012 12X4226 1226301 09/30/2044 01999 5.659999200 11,319,000.0000 53,387.94 10/31/2012 12X4226 1226301 09/30/2045 01999 5.659999200 8,721,000.0000 41,134.04 10/31/2012 12X4226 1226301 09/30/2046 01999 5.659999200 40,000.0000 188.67 10/31/2012 12X4226 1226301 09/30/2047 01999 5.659999200 367,000.0000 1,731.02 10/31/2012 12X4226 1226301 09/30/2022 02000 5.420001600 54,944,000.0000 248,163.81 10/31/2012 12X4226 1226301 09/30/2036 02000 5.420001600 28,009,586.0000 126,510.00 10/31/2012 12X4226 1226301 09/30/2037 02000 5.420001600 56,250,000.0000 254,062.58 10/31/2012 12X4226 1226301 09/30/2038 02000 5.420001600 111,000,000.0000 501,350.15 10/31/2012 12X4226 1226301 09/30/2039 02000 5.420001600 91,700,000.0000 414,178.46 10/31/2012 12X4226 1226301 09/30/2040 02000 5.420001600 36,113,000.0000 163,110.43 10/31/2012 12X4226 1226301 09/30/2041 02000 5.420001600 25,985,000.0000 117,365.62 10/31/2012 12X4226 1226301 09/30/2042 02000 5.420001600 79,191,000.0000 357,679.46 10/31/2012 12X4226 1226301 09/30/2043 02000 5.420001600 15,114,000.0000 68,264.92 10/31/2012 12X4226 1226301 09/30/2044 02000 5.420001600 706,000.0000 3,188.77 10/31/2012 12X4226 1226301 09/30/2045 02000 5.420001600 10,523,000.0000 47,528.90 10/31/2012 12X4226 1226301 09/30/2046 02000 5.420001600 7,923,000.0000 35,785.56 10/31/2012 12X4226 1226301 09/30/2047 02000 5.420001600 2,544,000.0000 11,490.40 10/31/2012 12X4226 1226301 09/30/2038 02001 5.000000400 161,439,281.0000 672,663.72 10/31/2012 12X4226 1226301 09/30/2039 02001 5.000000400 163,000,000.0000 679,166.72 10/31/2012 12X4226 1226301 09/30/2040 02001 5.000000400 87,344,600.0000 363,935.86 10/31/2012 12X4226 1226301 09/30/2041 02001 5.000000400 48,088,000.0000 200,366.68 10/31/2012 12X4226 1226301 09/30/2042 02001 5.000000400 58,527,000.0000 243,862.52 10/31/2012 12X4226 1226301 09/30/2043 02001 5.000000400 20,095,000.0000 83,729.17 10/31/2012 12X4226 1226301 09/30/2044 02001 5.000000400 3,679,000.0000 15,329.17 10/31/2012 12X4226 1226301 09/30/2045 02001 5.000000400 3,519,000.0000 14,662.50 10/31/2012 12X4226 1226301 09/30/2046 02001 5.000000400 18,413,000.0000 76,720.84 10/31/2012 12X4226 1226301 09/30/2047 02001 5.000000400 1,435,000.0000 5,979.17 10/31/2012 12X4226 1226301 09/30/2038 02002 4.839998400 11,863,589.0000 47,849.79 10/31/2012 12X4226 1226301 09/30/2039 02002 4.839998400 251,000,000.0000 1,012,366.33 10/31/2012 12X4226 1226301 09/30/2040 02002 4.839998400 236,472,000.0000 953,770.08 10/31/2012 12X4226 1226301 09/30/2041 02002 4.839998400 101,381,000.0000 408,903.23 10/31/2012 12X4226 1226301 09/30/2042 02002 4.839998400 177,538,000.0000 716,069.70 10/31/2012 12X4226 1226301 09/30/2043 02002 4.839998400 42,528,000.0000 171,529.54 10/31/2012 12X4226 1226301 09/30/2044 02002 4.839998400 26,118,000.0000 105,342.57 10/31/2012 12X4226 1226301 09/30/2045 02002 4.839998400 36,708,000.0000 148,055.55 10/31/2012 12X4226 1226301 09/30/2046 02002 4.839998400 4,502,000.0000 18,158.06 10/31/2012 12X4226 1226301 09/30/2047 02002 4.839998400 8,741,000.0000 35,255.36 10/31/2012 12X4226 1226301 09/30/2048 02002 4.839998400 117,000.0000 471.90 10/31/2012 12X4226 1226301 09/30/2039 02003 4.759999200 15,804,524.0000 62,691.27 10/31/2012 12X4226 1226301 09/30/2040 02003 4.759999200 190,000,000.0000 753,666.54 10/31/2012 12X4226 1226301 09/30/2041 02003 4.759999200 118,980,000.0000 471,953.92 10/31/2012 12X4226 1226301 09/30/2042 02003 4.759999200 123,287,000.0000 489,038.35 10/31/2012 12X4226 1226301 09/30/2043 02003 4.759999200 97,576,000.0000 387,051.40 10/31/2012 12X4226 1226301 09/30/2044 02003 4.759999200 17,934,000.0000 71,138.19 10/31/2012 12X4226 1226301 09/30/2045 02003 4.759999200 32,073,000.0000 127,222.88 10/31/2012 12X4226 1226301 09/30/2046 02003 4.759999200 4,610,000.0000 18,286.33 10/31/2012 12X4226 1226301 09/30/2047 02003 4.759999200 4,521,000.0000 17,933.30 10/31/2012 12X4226 1226301 09/30/2040 02004 4.690000800 56,943,548.0000 222,554.40 10/31/2012 12X4226 1226301 09/30/2041 02004 4.690000800 196,549,000.0000 768,179.14 10/31/2012 12X4226 1226301 09/30/2042 02004 4.690000800 233,961,000.0000 914,397.73 10/31/2012 12X4226 1226301 09/30/2043 02004 4.690000800 112,982,000.0000 441,571.39 10/31/2012 12X4226 1226301 09/30/2044 02004 4.690000800 53,536,000.0000 209,236.57 10/31/2012 12X4226 1226301 09/30/2045 02004 4.690000800 14,227,000.0000 55,603.87 10/31/2012 12X4226 1226301 09/30/2046 02004 4.690000800 16,508,000.0000 64,518.78 10/31/2012 12X4226 1226301 09/30/2047 02004 4.690000800 10,433,000.0000 40,775.65 10/31/2012 12X4226 1226301 09/30/2041 02005 4.520001600 53,704,153.0000 202,285.71 10/31/2012 12X4226 1226301 09/30/2042 02005 4.520001600 215,576,000.0000 812,003.22 10/31/2012 12X4226 1226301 09/30/2043 02005 4.520001600 176,866,000.0000 666,195.50 10/31/2012 12X4226 1226301 09/30/2044 02005 4.520001600 95,770,000.0000 360,733.79 10/31/2012 12X4226 1226301 09/30/2045 02005 4.520001600 104,436,000.0000 393,375.74 10/31/2012 12X4226 1226301 09/30/2046 02005 4.520001600 65,126,000.0000 245,308.02 10/31/2012 12X4226 1226301 09/30/2047 02005 4.520001600 25,193,000.0000 94,893.67 10/31/2012 12X4226 1226301 09/30/2048 02005 4.520001600 6,255,000.0000 23,560.51 10/31/2012 12X4226 1226301 09/30/2042 02006 4.340001600 146,416,750.0000 529,540.77 10/31/2012 12X4226 1226301 09/30/2043 02006 4.340001600 290,126,000.0000 1,049,289.42 10/31/2012 12X4226 1226301 09/30/2044 02006 4.340001600 182,138,000.0000 658,732.68 10/31/2012 12X4226 1226301 09/30/2045 02006 4.340001600 112,058,000.0000 405,276.58 10/31/2012 12X4226 1226301 09/30/2046 02006 4.340001600 86,045,000.0000 311,196.20 10/31/2012 12X4226 1226301 09/30/2047 02006 4.340001600 63,962,000.0000 231,329.32 10/31/2012 12X4226 1226301 09/30/2048 02006 4.340001600 1,454,000.0000 5,258.64 10/31/2012 12X4226 1226301 09/30/2043 02007 3.930001200 162,041,882.0000 530,687.33 10/31/2012 12X4226 1226301 09/30/2044 02007 3.930001200 227,809,000.0000 746,074.70 10/31/2012 12X4226 1226301 09/30/2045 02007 3.930001200 197,431,000.0000 646,586.72 10/31/2012 12X4226 1226301 09/30/2046 02007 3.930001200 167,157,000.0000 547,439.34 10/31/2012 12X4226 1226301 09/30/2047 02007 3.930001200 82,700,000.0000 270,842.58 10/31/2012 12X4226 1226301 09/30/2048 02007 3.930001200 2,959,000.0000 9,690.73 10/31/2012 12X4226 1226301 09/30/2044 02008 4.399999200 89,852,546.0000 329,459.28 10/31/2012 12X4226 1226301 09/30/2045 02008 4.399999200 296,256,000.0000 1,086,271.80 10/31/2012 12X4226 1226301 09/30/2046 02008 4.399999200 246,347,000.0000 903,272.17 10/31/2012 12X4226 1226301 09/30/2047 02008 4.399999200 171,083,000.0000 627,304.22 10/31/2012 12X4226 1226301 09/30/2048 02008 4.399999200 18,881,000.0000 69,230.32 10/31/2012 12X4226 1226301 09/30/2044 02009 4.569998400 28,789,441.0000 109,639.75 10/31/2012 12X4226 1226301 09/30/2045 02009 4.569998400 155,633,968.0000 592,705.82 10/31/2012 12X4226 1226301 09/30/2046 02009 4.569998400 316,278,000.0000 1,204,491.63 10/31/2012 12X4226 1226301 09/30/2047 02009 4.569998400 289,781,000.0000 1,103,582.26 10/31/2012 12X4226 1226301 09/30/2048 02009 4.569998400 8,971,000.0000 34,164.55 10/31/2012 12X4226 1226301 09/30/2045 02010 3.080001600 10,532,950.0000 27,034.59 10/31/2012 12X4226 1226301 09/30/2046 02010 3.080001600 334,942,000.0000 859,684.91 10/31/2012 12X4226 1226301 09/30/2047 02010 3.080001600 532,002,000.0000 1,365,472.51 10/31/2012 12X4226 1226301 09/30/2048 02010 3.080001600 34,181,000.0000 87,731.28 10/31/2012 12X4226 1226301 09/30/2046 02011 4.410000000 16,411,402.0000 60,311.90 10/31/2012 12X4226 1226301 09/30/2047 02011 4.410000000 200,575,000.0000 737,113.13 10/31/2012 12X4226 1226301 09/30/2048 02011 4.410000000 21,299,000.0000 78,273.83 10/31/2012 12X4226 1226301 09/30/2047 02012 4.410000000 8,890,000.0000 32,670.75 10/31/2012 12X4226 1226301 09/30/2048 02012 4.410000000 1,170,000.0000 4,299.75 10/31/2012 ------------------------ ---------------------- 11,278,623,419.0000 45,802,643.46 ======================== ====================== 11,278,623,419.0000 45,802,643.46 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00